If that were the case, why doesn’t someone just produce the audit and be done with it?
Where are the records of these audits?
Here you go:
Federal Reserve System Audited Annual Financial Statements
Want to know what securities they've bought? Look here:
System Open Market Account Holdings of Domestic Securities
There's a lot more information available about their operations.
Is there something in particular you want to see from an "audit" that isn't already out there?